How far do shocks move across borders? : Examining volatility transmission in major agricultural futures markets
Manuel A. Hernandez, Raul Ibarra and Danilo R. Trupkin
| Year of publication: |
2014
|
|---|---|
| Authors: | Hernandez, Manuel A. ; Ibarra, Raul ; Trupkin, Danilo R. |
| Published in: |
European review of agricultural economics : ERAE. - Oxford : Univ. Press, ISSN 0165-1587, ZDB-ID 186964-4. - Vol. 41.2014, 2, p. 301-325
|
| Subject: | volatility transmission | agricultural commodities | futures markets | multivariate GARCH | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model | Schätzung | Estimation | Schock | Shock | Agrarprodukt | Agricultural product |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010426621